Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 55 410 CHF | 56 160 CHF | 99,80% | 99,80% |
19/11/2024 | 1,47% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 80 460 | 80 461 | 54 166 CHF | 54 971 CHF | 99,70% | 99,70% |
18/11/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 659 CHF | 52 409 CHF | 99,70% | 99,70% |
15/11/2024 | 1,41% | 0,67 CHF | 0,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 650 CHF | 53 400 CHF | 99,80% | 99,80% |
14/11/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 577 CHF | 55 327 CHF | 99,80% | 99,80% |
13/11/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 032 CHF | 54 782 CHF | 99,80% | 99,80% |
12/11/2024 | 1,42% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 52 464 CHF | 53 214 CHF | 99,50% | 99,50% |
11/11/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 929 CHF | 52 679 CHF | 99,70% | 99,70% |
08/11/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 550 CHF | 52 300 CHF | 99,81% | 99,81% |
07/11/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 54 692 CHF | 55 442 CHF | 95,69% | 95,69% |